Miscellanea. Asymptotic distribution of Matusita's distance: Application to the location model
研究了Matusita距离估计量在原假设下的渐近卡方分布，并通过位置模型的模拟评估了收敛速度，对处理混合离散和连续变量的判别分析有用。
The extension of Mahalanobis's distance to the case of a mixture of discrete and continuousvariables is useful in many applications of discriminant analysis. In this note, the asymptotic chisquared distribution of the estimator of Matusita's distance under the null hypothesis is obtained and the rate of convergence is evaluated through simulations in the case of the location model.